Hi,
That's not a dumb question.
Assuming you mean that you can crank the volume up louder when listening to your iPhone than you can when using the PC, you've got a couple of options:
a) Make sure you've got your PC volume controls worked out; how to do this will depend on hardware and OS version, but to give you an idea what to look for - it will not do much good if you've got the master volume set to 100% while still keeping the (say) PCM playback volume at (say, say) 10%. (Most soundcards should be able to drive most headphones to painfully loud levels. What phones are you using?)
b) If the volume controls check out OK, chances are your soundcard is not able to deliver as much power to your headphones as your iPhone can. If so, an outboard DAC/amp may be a good bet; spending the few extra $$$ to get at DAC/amp combo will most often be worth the expense - your average sound card analog output is likely to be less than impressive, and an amplifier will do just as good a job of amplifying all the noise superimposed on the music you listen to as it will the music itself.
c) If you are happy with the sound quality from your sound card, just not the volume, you may also consider getting a new pair of headphones more sensitive than the ones you are currently using; this will basically enable the sound card to deliver louder music to your eardrums while supplying the same power as is insufficient with your current phones.
